| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 768.28% | 114.01% |
| Max Drawdown | -35.19% | -93.44% |
| Sharpe | 0.77 | 0.35 |
| Sortino | 1.34 | 0.52 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.48 | 1.07 |
| CPC Index | 0.85 | 0.67 |
| Tail Ratio | 1.13 | 1.01 |
| Outlier Win Ratio | 26.17 | 3.34 |
| Outlier Loss Ratio | 3.53 | 2.89 |
| Volatility (ann.) | 22.56% | 49.68% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.32 | 0.25 |
| Skew | 3.21 | 0.48 |
| Kurtosis | 53.28 | 11.45 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 5.03% | 1.74% |
| Expected Yearly % | 71.66% | 20.95% |
| Kelly Criterion | 10.0% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | 12244523:SOLUSD | 12244523:solusd:triple_med_gx:lsma255_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.92 | 36.81 | -0.41 | + |
| 2023 | 921.46 | 74.58 | 0.08 | - |
| 2024 | 85.41 | 110.02 | 1.29 | + |
| 2025 | 1.99 | 73.10 | 36.80 | + |
| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523:SOLUSD |
|---|---|---|
| MTD | 0.0% | -7.75% |
| 3M | -12.32% | 17.41% |
| 6M | 10.79% | 52.72% |
| YTD | 73.1% | 1.99% |
| 1Y | 130.22% | 24.46% |
| 3Y (ann.) | 75.65% | 86.57% |
| 5Y (ann.) | 81.78% | 23.42% |
| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523:SOLUSD |
|---|---|---|
| Max Drawdown | -35.19% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -5.26% | -12.1% |
| Avg. Drawdown Days | 16.0 | 48.0 |
| Recovery Factor | 21.83 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-12-15 | 2023-01-29 | -35.19 | 45 |
| 2024-07-20 | 2024-11-04 | -25.57 | 106 |
| 2022-04-10 | 2022-07-17 | -23.63 | 97 |
| 2023-01-29 | 2023-10-21 | -20.53 | 264 |
| 2025-02-04 | 2025-04-12 | -19.52 | 67 |
| 2025-07-18 | 2025-10-16 | -16.66 | 89 |
| 2024-04-01 | 2024-06-05 | -15.11 | 65 |
| 2024-02-18 | 2024-02-28 | -11.93 | 9 |
| 2022-09-27 | 2022-11-10 | -11.20 | 44 |
| 2024-11-29 | 2025-01-15 | -10.11 | 47 |
| Metric | 12244523:solusd:triple_med_gx:lsma255_110 | 12244523:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 33.26% | 43.67% |
| Worst Week | -15.8% | -51.66% |
| Best Month | 41.95% | 140.02% |
| Worst Month | -28.65% | -56.44% |
| Best Year | 110.02% | 921.46% |
| Worst Year | 36.81% | -88.92% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.46% | -1.53% |
| Avg. Up Week | 9.11% | 12.51% |
| Avg. Down Week | -4.31% | -7.05% |
| Avg. Up Month | 20.17% | 36.66% |
| Avg. Down Month | -6.86% | -20.31% |
| Win Days % | 48.72% | 50.21% |
| Win Month % | 55.26% | 52.27% |
| Win Week % | 56.63% | 48.44% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |